Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47913.21 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46518.25 Kr¶

PnL: ---------------------------------------> -370.32 Kr¶

DD now: ---------------------------------> -1.474 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:20:03.872083'

Anic Portfolio¶

Today¶

Return: -0.147 %¶

This Week¶

Return: 0.001 %¶

Total¶

Return: 56.856 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.320000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 -1.110000 2807.000000 171.000000 6.490000 2636.000010
Corem Property Group B 59 0.650000 637.200000 60.200000 10.430000 576.999999
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.650000 394.400000 39.400000 11.100000 355.000000
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
Boozt 12 0.070000 1689.600000 35.600000 2.150000 1653.999996
Resurs Holding 22 0.510000 606.760000 32.760000 5.710000 573.999998
SAAB B 8 -0.070000 3400.800000 23.800000 0.700000 3377.000000
Intrum 4 0.660000 550.000000 23.000000 4.360000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 0.130000 545.300000 17.300000 3.280000 527.999997
Norva24 Group 16 -0.850000 560.000000 17.000000 3.130000 543.000000
Nordea Bank Abp 29 0.760000 3470.140000 16.140000 0.470000 3453.999992
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Swedbank A 3 1.500000 577.050000 13.050000 2.310000 564.000000
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
Securitas B 6 -0.060000 579.600000 9.600000 1.680000 570.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.970000 541.840000 7.840000 1.470000 533.999999
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.870000 550.750000 4.750000 0.870000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.390000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.880000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -0.640000 559.600000 -14.400000 -2.510000 574.000000
International Petroleum Corp. 5 -1.040000 569.000000 -25.570000 -4.300000 594.565215
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.730000 3815.000000 -35.000000 -0.910000 3850.000000
Vivesto 1368 0.200000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 0.180000 3667.300000 -88.700000 -2.360000 3756.000001
OX2 18 -0.940000 1426.500000 -237.500000 -14.270000 1663.999992
Fasadgruppen Group 35 -0.200000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46522.090000 -366.480000 -1.46585% 46888.564618

Updated:¶

'2023-01-24 09:19:44.383276'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶